Optimal layer reinsurance on the maximization of the adjustment coefficient
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Publication:5962803
DOI10.3934/naco.2016.6.21zbMath1331.91104OpenAlexW2526287334MaRDI QIDQ5962803
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Publication date: 24 February 2016
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/naco.2016.6.21
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Related Items (5)
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance ⋮ Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages ⋮ Optimal layer reinsurance for compound fractional Poisson model ⋮ Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin ⋮ On minimizing the ultimate ruin probability of an insurer by reinsurance
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